Time Consistency for Multistage Stochastic Optimization Problems under Constraints in Expectation

Jean-Philippe Chancelier, Pierre Carpentier and Michel De Lara
submitted
Publication type:
Paper in peer-reviewed journals
BibTeX:
@article{Cha-Car-DeL-2200,
    author={Jean-Philippe Chancelier and Pierre Carpentier and Michel De 
           Lara },
    title={Time Consistency for Multistage Stochastic Optimization 
           Problems under Constraints in Expectation },
    year={submitted },
}